XDNE.DE vs. XDJP.DE
XDNE.DE (Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc)) and XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) are both Japan Equities funds from Xtrackers - XDNE.DE tracks the MSCI Japan Select Screened Index (EUR Hedged) while XDJP.DE tracks the TOPIX TR JPY. Both are passively managed. Over the past 10 years, XDNE.DE returned 14.58%/yr vs 12.46%/yr for XDJP.DE. Their correlation of 0.81 suggests significant overlap in exposure. XDNE.DE charges 0.25%/yr vs 0.09%/yr for XDJP.DE.
Performance
XDNE.DE vs. XDJP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDNE.DE achieves a 21.20% return, which is significantly lower than XDJP.DE's 38.03% return. Over the past 10 years, XDNE.DE has outperformed XDJP.DE with an annualized return of 14.58%, while XDJP.DE has yielded a comparatively lower 12.46% annualized return.
XDNE.DE
- 1D
- 1.85%
- 1M
- 2.84%
- 6M
- 20.84%
- YTD
- 21.20%
- 1Y
- 47.69%
- 3Y*
- 25.07%
- 5Y*
- 19.01%
- 10Y*
- 14.58%
XDJP.DE
- 1D
- 1.32%
- 1M
- 3.00%
- 6M
- 37.89%
- YTD
- 38.03%
- 1Y
- 62.97%
- 3Y*
- 23.26%
- 5Y*
- 13.43%
- 10Y*
- 12.46%
XDNE.DE vs. XDJP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDNE.DE Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) | 21.20% | 25.99% | 21.86% | 32.65% | -6.33% | 11.20% | 6.98% | 17.57% | -17.40% | 19.33% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 38.03% | 16.25% | 14.41% | 18.07% | -15.32% | 3.32% | 14.05% | 24.79% | -4.99% | 10.61% |
Correlation
The correlation between XDNE.DE and XDJP.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015 | 0.81 |
The correlation between XDNE.DE and XDJP.DE has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.
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Return for Risk
XDNE.DE vs. XDJP.DE — Risk / Return Rank
XDNE.DE
XDJP.DE
XDNE.DE vs. XDJP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.DE) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDNE.DE | XDJP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.41 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.77 | 4.88 | -0.12 |
| Martin ratioReturn relative to average drawdown | 16.39 | 14.57 | +1.82 |
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Drawdowns
XDNE.DE vs. XDJP.DE - Drawdown Comparison
The maximum XDNE.DE drawdown since its inception was -35.20%, which is greater than XDJP.DE's maximum drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for XDNE.DE and XDJP.DE.
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Drawdown Indicators
| XDNE.DE | XDJP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.20% | -29.12% | -6.08% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -12.83% | +2.87% |
Max Drawdown (3Y)Largest decline over 3 years | -21.73% | -20.16% | -1.57% |
Max Drawdown (5Y)Largest decline over 5 years | -21.73% | -21.14% | -0.59% |
Max Drawdown (10Y)Largest decline over 10 years | -35.20% | -29.12% | -6.08% |
Current DrawdownCurrent decline from peak | -2.41% | -4.37% | +1.96% |
Average DrawdownAverage peak-to-trough decline | -8.29% | -6.76% | -1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 4.30% | -1.40% |
Volatility
XDNE.DE vs. XDJP.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.DE) is 7.30%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a volatility of 9.56%. This indicates that XDNE.DE experiences smaller price fluctuations and is considered to be less risky than XDJP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDNE.DE | XDJP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 9.56% | -2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 16.31% | 20.17% | -3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.60% | 24.92% | -4.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.69% | 18.99% | -0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.53% | 17.91% | +0.62% |
XDNE.DE vs. XDJP.DE - Expense Ratio Comparison
XDNE.DE has a 0.25% expense ratio, which is higher than XDJP.DE's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDNE.DE vs. XDJP.DE - Dividend Comparison
XDNE.DE has not paid dividends to shareholders, while XDJP.DE's dividend yield for the trailing twelve months is around 0.99%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 0.99% | 1.36% | 1.38% | 1.59% | 2.60% | 1.16% | 1.14% | 1.11% | 1.28% | 0.75% | 0.89% | 0.16% |
XDNE.DE Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDNE.DE and XDJP.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDJP.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDJP.DE is cheaper with a 0.09% expense ratio, compared with 0.25% for XDNE.DE.
XDNE.DE tracks MSCI Japan Select Screened Index (EUR Hedged), while XDJP.DE tracks TOPIX TR JPY. Their fees differ too: 0.25% for XDNE.DE and 0.09% for XDJP.DE.
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